RBI Call/Verbund 24-25/ AT0000A3BWG3 /
15/10/2024 12:08:23 | Chg.+0.140 | Bid13:22:37 | Ask13:22:37 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.800EUR | +8.43% | 1.790 Bid Size: 10,000 |
1.820 Ask Size: 10,000 |
VERBUND AG INH... | 59.545 EUR | 19/09/2025 | Call |
Master data
WKN: | RC1DXZ |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | VERBUND AG INH. A |
Type: | Warrant |
Option type: | Call |
Strike price: | 59.55 EUR |
Maturity: | 19/09/2025 |
Issue date: | 08/04/2024 |
Last trading day: | 18/09/2025 |
Ratio: | 9.92:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.18 |
Leverage: | Yes |
Calculated values
Fair value: | 1.83 |
---|---|
Intrinsic value: | 1.53 |
Implied volatility: | 0.23 |
Historic volatility: | 0.25 |
Parity: | 1.53 |
Time value: | 0.27 |
Break-even: | 77.40 |
Moneyness: | 1.25 |
Premium: | 0.04 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.03 |
Spread %: | 1.69% |
Delta: | 0.89 |
Theta: | -0.01 |
Omega: | 3.74 |
Rho: | 0.45 |
Quote data
Open: | 1.800 |
---|---|
High: | 1.800 |
Low: | 1.800 |
Previous Close: | 1.660 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | +11.11% | ||
---|---|---|---|
1 Month | -3.23% | ||
3 Months | -15.49% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.770 | 1.620 |
---|---|---|
1M High / 1M Low: | 1.820 | 1.590 |
6M High / 6M Low: | 2.230 | 1.360 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.692 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 1.724 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 1.902 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 75.12% | |
Volatility 6M: | 76.81% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |